JUST because his Vogue internship is through, doesn’t mean Sean Avery is done with fashion. The hockey hunk stopped by the Marie Claire offices to speak with editor-in-chief Joanna Coles Tuesday, and immediately wanted to get in on the taping of the mag’s new reality show, “Running in Heels.” Our insider snitched, “Filming just started this week and Sean was quick to get in on it. His whole meeting with Joanna was filmed for a scene, and he was really psyched about it.” The former Ranger will miss such opportunities playing for the Dallas Stars.